/// <summary>
/// Finds the primary period context for the specified document type. For example, if the document is a 10-Q, finds the primary ~90 day context.
/// </summary>
public XbrlContext FindNormalPeriodPrimaryContext()
{
//First, check if the primary period timespan already matches the document period type (i.e. if this document is a 10-Q and indeed the primary period they specified in the document is 90 days, or 3 months)
bool AlreadyMatches = false;
XbrlContext pricontext = GetContextById(PrimaryPeriodContextId);
TimeSpan prispan = pricontext.EndDate - pricontext.StartDate;
string strippeddoctype = DocumentType.ToLower().Replace("-", "");
if (strippeddoctype == "10q")
{
if (prispan.TotalDays > 80 && prispan.TotalDays < 100) //Roughly 3 months
{
AlreadyMatches = true;
}
}
else if (strippeddoctype == "10k")
{
if (prispan.TotalDays > 350 && prispan.TotalDays < 380)
{
AlreadyMatches = true;
}
}
else
{
throw new Exception("Unable to recognize document type (not identified as a 10-K or a 10-Q).");
}
if (AlreadyMatches)
{
return(pricontext);
}
//Count
ContextUseCount[] usecounts = CountContextUses();
//Establish period bounds (i.e. quarterly is ~90, annual is ~360)
int lowerbound = 0;
int upperbound = 0;
if (strippeddoctype == "10q")
{
lowerbound = 80;
upperbound = 100;
}
else if (strippeddoctype == "10k")
{
lowerbound = 350;
upperbound = 380;
}
else
{
throw new Exception("Unable to recognize document type (not identified as a 10-K or a 10-Q).");
}
//If a DocumentPeriodEndDate property is available for this doc (it should be), try to get
//The proper period context that (i.e. 90 days, 360 days)
//ends on that date
//and is the most popular to meet the above criteria
if (DocumentPeriodEndDate.HasValue)
{
foreach (ContextUseCount cuc in usecounts)
{
if (cuc.Context.EndDate.ToShortDateString() == DocumentPeriodEndDate.Value.ToShortDateString()) //The end date of this period falls on the document's specified end date (what we want)
{
TimeSpan period_duration = cuc.Context.EndDate - cuc.Context.StartDate;
int period_days = period_duration.Days;
if (period_days > lowerbound && period_days < upperbound) //If it is in the range that is correct for this period
{
return(cuc.Context);
}
}
}
}
//Now that it does not match, we need to find the most popular one that DOES match.
XbrlContext ToReturn = null;
foreach (ContextUseCount cuc in usecounts)
{
if (ToReturn == null) //Only replace if it is null (this is here to prevent this being replaced later down)
{
TimeSpan thistimespan = cuc.Context.EndDate - cuc.Context.StartDate;
if (thistimespan.TotalDays > lowerbound && thistimespan.TotalDays < upperbound)
{
ToReturn = cuc.Context;
}
}
}
//Check for error
if (ToReturn == null)
{
throw new Exception("Unable to find normal period Context appropriate for this document.");
}
return(ToReturn);
}
public static XbrlInstanceDocument Create(Stream s)
{
XbrlInstanceDocument ToReturn = new XbrlInstanceDocument();
StreamReader sr = new StreamReader(s);
int loc1 = 0;
int loc2 = 0;
#region "Get Contexts"
s.Position = 0;
List <XbrlContext> Contexts = new List <XbrlContext>();
do
{
string line = sr.ReadLine();
if (line.Contains("<context") || line.Contains("<xbrli:context"))
{
XbrlContext con = new XbrlContext();
loc1 = line.IndexOf("id");
loc1 = line.IndexOf("\"", loc1 + 1);
loc2 = line.IndexOf("\"", loc1 + 1);
con.Id = line.Substring(loc1 + 1, loc2 - loc1 - 1).Trim();
do
{
string nl = sr.ReadLine().Trim();
if (nl.Contains("startDate"))
{
loc1 = nl.IndexOf("startDate");
loc1 = nl.IndexOf(">", loc1 + 1);
loc2 = nl.IndexOf("<", loc1 + 1);
con.StartDate = DateTime.Parse(nl.Substring(loc1 + 1, loc2 - loc1 - 1));
con.TimeType = XbrlTimeType.Period;
}
if (nl.Contains("endDate"))
{
loc1 = nl.IndexOf("endDate");
loc1 = nl.IndexOf(">", loc1 + 1);
loc2 = nl.IndexOf("<", loc1 + 1);
con.EndDate = DateTime.Parse(nl.Substring(loc1 + 1, loc2 - loc1 - 1));
con.TimeType = XbrlTimeType.Period;
}
if (nl.Contains("<instant>") || nl.Contains("<xbrli:instant"))
{
loc1 = nl.IndexOf("instant");
loc1 = nl.IndexOf(">", loc1 + 1);
loc2 = nl.IndexOf("<", loc1 + 1);
con.InstantDate = DateTime.Parse(nl.Substring(loc1 + 1, loc2 - loc1 - 1));
con.TimeType = XbrlTimeType.Instant;
}
if (nl.Contains("</context") || nl.Contains("</xbrli:context"))
{
break;
}
} while (true);
Contexts.Add(con);
}
} while (sr.EndOfStream == false);
ToReturn.Contexts = Contexts.ToArray();
#endregion
#region "Get Facts"
s.Position = 0;
List <XbrlFact> Facts = new List <XbrlFact>();
do
{
string line = sr.ReadLine().Trim();
if (line.Contains("<") && line.Contains(":") && line.Contains("<context") == false && line.Contains("<xbrli:context") == false && line.Contains("<!--") == false)
{
string FactData = line;
//Get the next few lines for the remainder of the fact if it is not all on one line
if (FactData.Contains("</") == false && FactData.Contains("/>") == false)
{
do
{
string nl = sr.ReadLine();
FactData = FactData + " " + nl;
} while (FactData.Contains("</") == false && FactData.Contains("/>") == false);
}
//If this is indeed a fact (it appears to have all of the parts), get data from it
if (FactData.Contains("contextRef"))
{
XbrlFact fact = new XbrlFact();
//Track back from the "contextRef" because we know the contextRef tag is inside the fact itself
int last_contextRef = FactData.LastIndexOf("contextRef");
//Get the fact opening (tracked back from the last context ref)
int fact_open = FactData.LastIndexOf("<", last_contextRef);
//get the namspace
loc2 = FactData.IndexOf(":", fact_open);
fact.NamespaceId = FactData.Substring(fact_open + 1, loc2 - fact_open - 1);
//Get the label
loc1 = FactData.IndexOf(":", fact_open);
loc2 = FactData.IndexOf(" ", loc1 + 1);
fact.Label = FactData.Substring(loc1 + 1, loc2 - loc1 - 1);
//Get decimals
loc1 = FactData.IndexOf("decimals=", fact_open);
if (loc1 != -1)
{
loc1 = FactData.IndexOf("\"", loc1 + 1);
loc2 = FactData.IndexOf("\"", loc1 + 1);
if (loc1 != -1 && loc2 != -1)
{
string decstr = FactData.Substring(loc1 + 1, loc2 - loc1 - 1);
if (decstr.ToLower() != "inf")
{
fact.Decimals = Convert.ToInt32(decstr);
}
else
{
fact.Decimals = 0;
}
}
}
//Get id
loc1 = FactData.IndexOf("id=", fact_open);
loc1 = FactData.IndexOf("\"", loc1 + 1);
loc2 = FactData.IndexOf("\"", loc1 + 1);
if (loc1 != -1 && loc2 != -1)
{
fact.Id = FactData.Substring(loc1 + 1, loc2 - loc1 - 1);
}
//Get unit ref
loc1 = FactData.IndexOf("unitRef=", fact_open);
loc1 = FactData.IndexOf("\"", loc1 + 1);
loc2 = FactData.IndexOf("\"", loc1 + 1);
if (loc1 != -1 && loc2 != -1)
{
fact.UnitId = FactData.Substring(loc1 + 1, loc2 - loc1 - 1);
}
//Get context ref
loc1 = FactData.IndexOf("contextRef=", fact_open);
loc1 = FactData.IndexOf("\"", loc1 + 1);
loc2 = FactData.IndexOf("\"", loc1 + 1);
if (loc1 != -1 && loc2 != -1)
{
fact.ContextId = FactData.Substring(loc1 + 1, loc2 - loc1 - 1);
}
//Get the value
if (FactData.Contains("/>") == false)
{
loc1 = FactData.IndexOf(">", fact_open);
loc2 = FactData.IndexOf("<", loc1 + 1);
if (loc1 != -1 && loc2 != -1 && loc2 > loc1)
{
string valstr = FactData.Substring(loc1 + 1, loc2 - loc1 - 1);
if (valstr != "")
{
//This try bracket is in here because some XBRL files have more than just values in them (this is an error)... for example, XOM's 2017 filing
try
{
fact.Value = valstr;
}
catch
{
fact.Value = null;
}
}
}
else
{
fact.Value = null;
}
}
else
{
fact.Value = null;
}
Facts.Add(fact);
}
}
} while (sr.EndOfStream == false);
ToReturn.Facts = Facts.ToArray();
#endregion
#region "Get Trading Symbol"
bool TradingSymbolAlreadySet = false; //This is here
s.Position = 0;
do
{
string line = sr.ReadLine();
//Is it the Trading Symbol?
if (line.Contains("<dei:TradingSymbol"))
{
string focus = line;
if (focus.Contains("</dei:TradingSymbol") == false && focus.Contains("/>") == false)
{
do
{
string nl = sr.ReadLine();
focus = focus + " " + nl;
} while (focus.Contains("</dei:TradingSymbol") == false && focus.Contains("/>") == false);
}
loc1 = focus.IndexOf("TradingSymbol");
loc1 = focus.IndexOf(">", loc1 + 1);
loc2 = focus.IndexOf("<", loc1 + 1);
if (loc1 > 0 && loc2 > loc1)
{
if (TradingSymbolAlreadySet == false)
{
ToReturn.TradingSymbol = focus.Substring(loc1 + 1, loc2 - loc1 - 1);
ToReturn.TradingSymbol = ToReturn.TradingSymbol.Replace(" ", "").Trim(); //I put this in because one of the 10-K's that I found (AMT, 2020 10-K) had this in it. It is basically some HTML "Space" sign but I need to pull it out
TradingSymbolAlreadySet = true;
}
}
}
} while (sr.EndOfStream == false && TradingSymbolAlreadySet == false);
#endregion
#region "Get Document Type"
sr = new StreamReader(s); //Refresh the stream reader
s.Position = 0;
do
{
string line = sr.ReadLine();
//Is it the document type
if (line.Contains("<dei:DocumentType"))
{
string Focus = line;
if (Focus.Contains("</dei:DocumentType") == false)
{
do
{
string nl = sr.ReadLine();
Focus = Focus + " " + nl;
} while (Focus.Contains("</dei:DocumentType") == false);
}
loc1 = Focus.IndexOf(">");
loc2 = Focus.IndexOf("<", loc1 + 1);
if (loc1 > 0 && loc2 > loc1)
{
ToReturn.DocumentType = Focus.Substring(loc1 + 1, loc2 - loc1 - 1);
}
}
} while (sr.EndOfStream == false);
#endregion
//This must appear BEOFRE finding the primary context instance
#region "Get Primary Context Period"
s.Position = 0;
do
{
string line = sr.ReadLine();
if (line.Contains("<dei:DocumentFiscalPeriodFocus") || line.Contains("<dei:CurrentFiscalYearEndDate"))
{
string focus = line;
do
{
focus = focus + " " + sr.ReadLine();
} while (focus.Contains("contextRef=") == false);
loc1 = focus.IndexOf("contextRef=");
loc1 = focus.IndexOf("\"", loc1 + 1);
loc2 = focus.IndexOf("\"", loc1 + 1);
ToReturn.PrimaryPeriodContextId = focus.Substring(loc1 + 1, loc2 - loc1 - 1);
}
} while (sr.EndOfStream == false);
#endregion
//This can only occur AFTER finding the primary context period.
#region "Get the Primary Context Instant"
//Wrap back around and try to find the primary instant ref
if (ToReturn.PrimaryPeriodContextId != "")
{
try
{
XbrlContext PrimaryPeriodContext = ToReturn.GetContextById(ToReturn.PrimaryPeriodContextId);
string doc_end_date = PrimaryPeriodContext.EndDate.Month.ToString() + "-" + PrimaryPeriodContext.EndDate.Day.ToString() + "-" + PrimaryPeriodContext.EndDate.Year.ToString();
List <XbrlContext> EligibileInstantContexts = new List <XbrlContext>();
foreach (XbrlContext con in ToReturn.Contexts)
{
if (con.TimeType == XbrlTimeType.Instant)
{
string this_con_date = con.InstantDate.Month.ToString() + "-" + con.InstantDate.Day.ToString() + "-" + con.InstantDate.Year.ToString();
if (doc_end_date == this_con_date)
{
EligibileInstantContexts.Add(con);
}
}
}
if (EligibileInstantContexts.Count == 1)
{
ToReturn.PrimaryInstantContextId = EligibileInstantContexts[0].Id;
}
else if (EligibileInstantContexts.Count > 1)
{
XbrlContext WinningContext = null;
int WinningCount = -1;
foreach (XbrlContext con in EligibileInstantContexts)
{
int thiscount = con.GetRelevantFacts(ToReturn.Facts).Length;
if (thiscount > WinningCount)
{
WinningCount = thiscount;
WinningContext = con;
}
}
ToReturn.PrimaryInstantContextId = WinningContext.Id;
}
}
catch
{
ToReturn.PrimaryInstantContextId = "";
}
}
#endregion
return(ToReturn);
}